+395.9%
OSCR vs S
+15.8%
+380.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +16.5% | -11.8% | +28.3% | +19.7% |
| 3M | +17.0% | +33.9% | -17.0% | +6.1% |
| 6M | +145.0% | +40.1% | +104.9% | +116.9% |
| YTD | +126.7% | +32.1% | +94.7% | +103.0% |
| 1Y | +67.2% | +11.0% | +56.2% | +57.1% |
| All | +395.9% | +15.8% | +380.1% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling